1. Combine candy melts and shortening in a 2-cup glass measuring cup. Microwave, stirring often until smooth, about 60 to 90 seconds.
2. Line 2 cookie sheets with parchment or wax paper. Separate cookies. Dip one end of a pop stick into melted chocolate and place at one end of an opened cookie. Top with another cookie half and arrange on sheet. Repeat with remaining cookies and refrigerate until set, about 5 minutes.
3. Reheat melted chocolate if necessary. Dip a chilled cookie into chocolate to coat. Allow excess to drain off, tapping lightly. Return cookie to sheet. Add pretzel pieces as antlers and red candy as nose, gently pressing into the wet chocolate to adhere. Press white candies into chocolate for eyes. Repeat steps with remaining cookies. Refrigerate until set, about 10 minutes.
4. Pipe dots of chocolate on white candies and place brown candies on them. Refrigerate until set, about 10 minutes.